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Volumn 33, Issue 3, 2001, Pages 702-716
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Calculation of noncrossing probabilities for poisson processes and its corollaries
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Author keywords
Barrier options; Brownian motion and Brownian bridge; Curved boundaries; Empirical process; Extreme value distributions; Weighted Kolmogorov Smirnov statistics
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Indexed keywords
APPROXIMATION THEORY;
ASYMPTOTIC STABILITY;
BOUNDARY CONDITIONS;
BROWNIAN MOVEMENT;
CALCULATIONS;
CONVERGENCE OF NUMERICAL METHODS;
PROBABILITY DISTRIBUTIONS;
STATISTICS;
BARRIER OPTIONS;
BROWNIAN BRIDGE;
CURVED BOUNDARIES;
EMPIRICAL PROCESSES;
EXTREME VALUE DISTRIBUTIONS;
NONCROSSING PROBABILITIES;
POISSON PROCESSES;
WEIGHTED KOLMOGOROV SMIRNOV STATISTICS;
PROBABILITY DENSITY FUNCTION;
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EID: 0035439009
PISSN: 00018678
EISSN: None
Source Type: Journal
DOI: 10.1239/aap/1005091361 Document Type: Article |
Times cited : (25)
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References (33)
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